Monte Carlo Experiments Using gretl: A Primer
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References listed on IDEAS
- Donggyu Sul & Peter C. B. Phillips & Chi-Young Choi, 2005.
"Prewhitening Bias in HAC Estimation,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 67(4), pages 517-546, August.
- Sul, Donggyu & Phillips, Peter & Choi, Chi-Young, 2003. "Prewhitening Bias in HAC Estimation," Working Papers 141, Department of Economics, The University of Auckland.
- Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul, 2004. "Prewhitening Bias in HAC Estimation," Yale School of Management Working Papers ysm426, Yale School of Management.
- Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young, 2003. "Prewhitening Bias in HAC Estimation," Cowles Foundation Discussion Papers 1436, Cowles Foundation for Research in Economics, Yale University.
- Train,Kenneth E., 2009. "Discrete Choice Methods with Simulation," Cambridge Books, Cambridge University Press, number 9780521766555, Fall.
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- A. Talha Yalta & A. Yasemin Yalta, 2007. "GRETL 1.6.0 and its numerical accuracy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 849-854.
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- Guy Judge, 1999. "Simple Monte Carlo studies on a spreadsheet," Computers in Higher Education Economics Review, Economics Network, University of Bristol, vol. 13(2), pages 12-14.
- Lee Adkins, 2014. "Using gretl for Principles of Econometrics, 4th Edition," Economics Working Paper Series 1412, Oklahoma State University, Department of Economics and Legal Studies in Business.
More about this item
KeywordsMonte Carlo; econometrics; gretl; simulations;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
StatisticsAccess and download statistics
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